+2,037.8%
STM vs ADSK
+3,075.8%
-1,037.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.2% |
| 7D | +12.0% | +1.0% | +11.0% | +11.5% |
| 30D | -0.4% | +14.4% | -14.8% | -6.8% |
| 3M | -13.2% | +2.5% | -15.7% | -16.0% |
| 6M | -26.1% | +14.5% | -40.5% | -33.8% |
| YTD | +81.2% | -10.7% | +91.9% | +77.8% |
| 1Y | +98.3% | -11.0% | +109.3% | +94.9% |
| 3Y | +16.7% | +25.9% | -9.1% | -2.6% |
| 5Y | -4.8% | -19.7% | +14.9% | -5.2% |
| 10Y | +468.8% | +258.2% | +210.6% | +206.5% |
| All | +2,037.8% | +3,075.8% | -1,037.9% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling